+393.5%
GE vs HTZ
-92.5%
+486.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.4% | +11.1% | +3.3% |
| 7D | +7.1% | -14.6% | +21.7% | +8.1% |
| 30D | +6.5% | -20.8% | +27.2% | +7.9% |
| 3M | -13.6% | -18.8% | +5.2% | -13.0% |
| 6M | +6.0% | -74.7% | +80.7% | +14.4% |
| YTD | +5.4% | -68.1% | +73.5% | +11.1% |
| 1Y | +6.5% | -73.5% | +79.9% | +13.6% |
| 3Y | +268.6% | -81.8% | +350.4% | +287.8% |
| 5Y | +389.0% | -95.2% | +484.3% | +499.3% |
| All | +393.5% | -92.5% | +486.1% | +497.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling